Computational Management Science

2003 - 2025

Current editor(s): Ruediger Schultz

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 17, issue 4, 2020

AI, Machine Learning and sentiment analysis applied to financial markets and consumer markets pp. 493-494

Enza Messina, Christina Erlwein-Sayer and Gautam Mitra

Hyperparameter optimization for recommender systems through Bayesian optimization pp. 495-515

B. G. Galuzzi, I. Giordani, A. Candelieri, R. Perego and F. Archetti

A recommender system for active stock selection pp. 517-547

Giuliano Rossi, Jakub Kolodziej and Gurvinder Brar

Risk attribution and interconnectedness in the EU via CDS data pp. 549-567

R. Giacometti, G. Torri, G. Farina and M. E. Giuli

A missing value approach to social network data: “Dislike” or “Nothing”? pp. 569-583

Paolo Mariani, Andrea Marletta, Mauro Mussini, Mariangela Zenga and Erika Grammatica

Including news data in forecasting macro economic performance of China pp. 585-611

Asger Lunde and Miha Torkar

Dynamic portfolio allocation in goals-based wealth management pp. 613-640

Sanjiv R. Das, Daniel Ostrov, Anand Radhakrishnan and Deep Srivastav

Volume 17, issue 3, 2020

Distributionally robust optimization with multiple time scales: valuation of a thermal power plant pp. 357-385

Wim Ackooij, Debora Daniela Escobar, Martin Glanzer and Georg Ch. Pflug

Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant pp. 387-387

Wim Ackooij, Debora Daniela Escobar, Martin Glanzer and Georg Ch. Pflug

An exact and a heuristic approach for the transportation-p-facility location problem pp. 389-407

Soumen Kumar Das, Sankar Kumar Roy and Gerhard Wilhelm Weber

Optimization techniques for tree-structured nonlinear problems pp. 409-436

Jens Hübner, Martin Schmidt and Marc C. Steinbach

Tropical optimization technique in bi-objective project scheduling under temporal constraints pp. 437-464

Nikolai Krivulin

The Black–Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation pp. 465-492

Erindi Allaj

Volume 17, issue 2, 2020

Editorial pp. 161-162

Stein-Erik Fleten and Florentina Paraschiv

Computing credit valuation adjustment solving coupled PIDEs in the Bates model pp. 163-178

Ludovic Goudenège, Andrea Molent and Antonino Zanette

Asset allocation under predictability and parameter uncertainty using LASSO pp. 179-201

Andrea Rigamonti and Alex Weissensteiner

Portfolio stress testing applied to commodity futures pp. 203-240

Florentina Paraschiv, Stine Marie Reese and Margrethe Ringkjøb Skjelstad

Evaluation of scenario reduction algorithms with nested distance pp. 241-275

Markéta Horejšová, Sebastiano Vitali, Miloš Kopa and Vittorio Moriggia

Scenario tree construction driven by heuristic solutions of the optimization problem pp. 277-307

Vit Prochazka and Stein Wallace

Modeling flexible generator operating regions via chance-constrained stochastic unit commitment pp. 309-326

Bismark Singh, Bernard Knueven and Jean-Paul Watson

Optimal inventory policy through dual sourcing pp. 327-355

Matthew Davison, Yuri Lawryshyn and Volodymyr Miklyukh

Volume 17, issue 1, 2020

Using the generalized maximum covering location model to control a project’s progress pp. 1-21

Narjes Sabeghi and Hamed Reza Tareghian

Customer satisfaction: a mathematical framework for its analysis and its measurement pp. 23-45

R. Ferrentino and C. Boniello

Modelling an energy market with Bayesian networks for non-normal data pp. 47-64

Vincenzina Vitale, Flaminia Musella, Paola Vicard and Valentina Guizzi

An approximation to max min fairness in multi commodity networks pp. 65-77

Hamoud S. Bin Obaid and Theodore B. Trafalis

Using tropical optimization techniques in bi-criteria decision problems pp. 79-104

Nikolai Krivulin

The Skew Normal multivariate risk measurement framework pp. 105-119

Mauro Bernardi, Roy Cerqueti and Arsen Palestini

Directional approach to gradual cover: a maximin objective pp. 121-139

Tammy Drezner, Zvi Drezner and Pawel Kalczynski

Progressive hedging for stochastic programs with cross-scenario inequality constraints pp. 141-160

Ellen Krohn Aasgård and Hans Ivar Skjelbred

Volume 16, issue 4, 2019

Uncertainty, economics and optimization: recent developments pp. 541-543

Walter J. Gutjahr and Alois Pichler

The decision rule approach to optimization under uncertainty: methodology and applications pp. 545-576

Angelos Georghiou, Daniel Kuhn and Wolfram Wiesemann

B&B method for discrete partial order optimization pp. 577-592

Vladimir I. Norkin

Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches pp. 593-619

Immanuel M. Bomze, Jianqiang Cheng, Peter J. C. Dickinson, Abdel Lisser and Jia Liu

Exploring the dynamics of business survey data using Markov models pp. 621-649

Werner Hölzl, S. Kaniovski and Y. Kaniovski

Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria pp. 651-669

Stefan Hochrainer-Stigler, Juraj Balkovič, Kadri Silm and Anna Timonina-Farkas

Arbitrage conditions for electricity markets with production and storage pp. 671-696

Raimund Kovacevic

Robustness analysis of generalized Jackson network pp. 697-714

Joost Berkhout, Bernd Heidergott, Jennifer Sommer and Hans Daduna

A simultaneous perturbation weak derivative estimator for stochastic neural networks pp. 715-738

Thomas Flynn and Felisa Vázquez-Abad

The value of the right distribution in stochastic programming with application to a Newsvendor problem pp. 739-758

Francesca Maggioni, Matteo Cagnolari and Luca Bertazzi

Volume 16, issue 3, 2019

Data-driven optimization in management pp. 371-374

Giorgio Consigli and Anton Kleywegt

Sparse precision matrices for minimum variance portfolios pp. 375-400

Gabriele Torri, Rosella Giacometti and Sandra Paterlini

Un-diversifying during crises: Is it a good idea? pp. 401-432

Margherita Giuzio and Sandra Paterlini

Volatility versus downside risk: performance protection in dynamic portfolio strategies pp. 433-479

Diana Barro, Elio Canestrelli and Giorgio Consigli

The wait-and-judge scenario approach applied to antenna array design pp. 481-499

Algo Carè, Simone Garatti and Marco C. Campi

Optimized operating rules for short-term hydropower planning in a stochastic environment pp. 501-519

Alexia Marchand, Michel Gendreau, Marko Blais and Jonathan Guidi

Observational data-based quality assessment of scenario generation for stochastic programs pp. 521-540

Didem Sarı Ay and Sarah M. Ryan

Volume 16, issue 1, 2019

14th International Conference on Computational Management Science pp. 1-2

Rosella Giacometti and Berç Rustem

Blocks of coordinates, stochastic programming, and markets pp. 3-16

Sjur Didrik Flåm

Multistage portfolio optimization with multivariate dominance constraints pp. 17-46

Barbora Petrová

Optimal strategies with option compensation under mean reverting returns or volatilities pp. 47-69

Stefano Herzel and Marco Nicolosi

Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization pp. 71-95

Asmerilda Hitaj, Lorenzo Mercuri and Edit Rroji

Timing portfolio strategies with exponential Lévy processes pp. 97-127

Sergio Ortobelli Lozza, Enrico Angelelli and Alda Ndoci

Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study pp. 129-154

Giorgio Consigli, Asmerilda Hitaj and Elisa Mastrogiacomo

Identifying systemically important financial institutions: a network approach pp. 155-185

Pablo Rovira Kaltwasser and Alessandro Spelta

Tempered stable process, first passage time, and path-dependent option pricing pp. 187-215

Young Shin Kim

Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models pp. 217-248

Ludovic Goudenege, Andrea Molent and Antonino Zanette

European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions pp. 249-274

Martina Nardon and Paolo Pianca

Calibration of one-factor and two-factor Hull–White models using swaptions pp. 275-295

Vincenzo Russo and Gabriele Torri

Simulation and evaluation of the distribution of interest rate risk pp. 297-327

Johan Hagenbjörk and Jörgen Blomvall

Big data analytics: an aid to detection of non-technical losses in power utilities pp. 329-343

Giovanni Micheli, Emiliano Soda, Maria Teresa Vespucci, Marco Gobbi and Alessandro Bertani

On the construction of hourly price forward curves for electricity prices pp. 345-369

Rüdiger Kiesel, Florentina Paraschiv and Audun Sætherø